+427.3%
CSX vs DRI
+367.2%
+60.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.0% |
| 7D | -5.5% | +2.8% | -8.3% | -6.4% |
| 30D | +4.9% | +13.3% | -8.3% | +0.5% |
| 3M | -2.9% | +8.2% | -11.0% | -5.8% |
| 6M | +8.3% | +17.5% | -9.2% | +1.7% |
| YTD | +36.7% | +26.9% | +9.8% | +24.2% |
| 1Y | +41.5% | +31.6% | +9.9% | +26.7% |
| 3Y | +68.6% | +67.0% | +1.7% | +36.4% |
| 5Y | +48.4% | +72.9% | -24.5% | +16.6% |
| All | +427.3% | +367.2% | +60.2% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling